ICE Russell 2000 Mini Future March 2009


Trading Metrics calculated at close of trading on 10-Oct-2008
Day Change Summary
Previous Current
09-Oct-2008 10-Oct-2008 Change Change % Previous Week
Open 487.1 479.2 -7.9 -1.6% 605.0
High 487.1 513.6 26.5 5.4% 605.0
Low 487.1 469.0 -18.1 -3.7% 469.0
Close 487.5 520.6 33.1 6.8% 520.6
Range 0.0 44.6 44.6 136.0
ATR 0.0 26.2 26.2 0.0
Volume 7 23 16 228.6% 106
Daily Pivots for day following 10-Oct-2008
Classic Woodie Camarilla DeMark
R4 634.8 622.3 545.3
R3 590.3 577.8 532.8
R2 545.8 545.8 528.8
R1 533.3 533.3 524.8 539.5
PP 501.0 501.0 501.0 504.3
S1 488.5 488.5 516.5 494.8
S2 456.5 456.5 512.5
S3 411.8 444.0 508.3
S4 367.3 399.3 496.0
Weekly Pivots for week ending 10-Oct-2008
Classic Woodie Camarilla DeMark
R4 939.5 866.0 595.5
R3 803.5 730.0 558.0
R2 667.5 667.5 545.5
R1 594.0 594.0 533.0 562.8
PP 531.5 531.5 531.5 516.0
S1 458.0 458.0 508.3 426.8
S2 395.5 395.5 495.8
S3 259.5 322.0 483.3
S4 123.5 186.0 445.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 605.0 469.0 136.0 26.1% 28.0 5.4% 38% False True 21
10 689.1 469.0 220.1 42.3% 22.0 4.2% 23% False True 49
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.5
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 703.3
2.618 630.3
1.618 585.8
1.000 558.3
0.618 541.3
HIGH 513.5
0.618 496.5
0.500 491.3
0.382 486.0
LOW 469.0
0.618 441.5
1.000 424.5
1.618 396.8
2.618 352.3
4.250 279.5
Fisher Pivots for day following 10-Oct-2008
Pivot 1 day 3 day
R1 510.8 520.3
PP 501.0 519.8
S1 491.3 519.5

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.